Probabilistic Numerics in Python

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Probabilistic numerics (PN) interprets classic numerical routines as inference procedures by taking a probabilistic viewpoint. This allows principled treatment of uncertainty arising from finite computational resources. The vision of probabilistic numerics is to provide well-calibrated probability measures over the output of a numerical routine, which then can be propagated along the chain of computation.

This repository aims to implement methods from PN in Python 3 and to provide a common interface for them. This is currently a work in progress, therefore interfaces are subject to change.

To get started install ProbNum using pip.

pip install probnum

Alternatively, you can install the package from source.

pip install git+

To learn how to use ProbNum check out the quickstart guide and the tutorials.